+567.0%
WDC vs UMC
+77.4%
+489.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.3% | -2.7% | -3.8% |
| 7D | +12.1% | +11.2% | +0.9% | +6.1% |
| 30D | -18.8% | -28.0% | +9.2% | -2.9% |
| 3M | -39.3% | -20.5% | -18.8% | -32.3% |
| 6M | -40.1% | -1.6% | -38.6% | -40.0% |
| YTD | +71.8% | +99.4% | -27.6% | +14.4% |
| 1Y | +88.5% | +120.4% | -31.9% | +18.4% |
| 3Y | +770.0% | +134.2% | +635.8% | +412.1% |
| All | +567.0% | +77.4% | +489.6% | +316.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling